Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.531033 0.594459 0.665770 0.752564 0.856282 0.977450 1.131515
2024-10-20 0.461584 0.540457 0.635177 0.759298 0.920742 1.128208 1.423012
2024-10-27 0.406899 0.492062 0.599393 0.748148 0.955064 1.242866 1.693878
2024-11-03 0.381017 0.474699 0.598227 0.778964 1.047857 1.454183 2.163915
2024-11-10 0.364745 0.467040 0.607728 0.824567 1.169506 1.737738 2.857148
2024-11-17 0.341502 0.446727 0.596350 0.836907 1.241680 1.960839 3.545779
2024-11-24 0.318327 0.423808 0.578013 0.835005 1.289193 2.153505 4.275879
2024-12-01 0.291178 0.392467 0.543468 0.801689 1.274787 2.223141 4.761697
2024-12-08 0.268288 0.365512 0.512956 0.770928 1.259209 2.286381 5.276129
2024-12-15 0.258214 0.357021 0.510474 0.787750 1.337735 2.580616 6.707297
2024-12-22 0.256875 0.361736 0.529511 0.845401 1.511748 3.173257 9.893003
2024-12-29 0.248282 0.354167 0.527194 0.862812 1.603931 3.598952 13.155544
2025-01-05 0.233483 0.336470 0.507618 0.847682 1.627578 3.869572 16.452174
2025-01-12 0.220599 0.320962 0.490423 0.834981 1.654906 4.173679 21.006097
2025-01-19 0.206996 0.303318 0.467897 0.808393 1.641931 4.340550 25.303184
2025-01-26 0.201653 0.299202 0.469410 0.832680 1.769249 5.119934 41.097672
2025-02-02 0.198909 0.299280 0.478597 0.875214 1.962287 6.369679 84.482235
2025-02-09 0.192185 0.291890 0.472893 0.883201 2.057571 7.286692 157.392873
2025-02-16 0.184476 0.282238 0.461953 0.877355 2.108685 8.043833 295.672149
2025-02-23 0.173939 0.266922 0.438742 0.839137 2.043697 8.053854 392.603291
2025-03-02 0.164548 0.253233 0.417920 0.804677 1.984857 8.075349 540.654144
2025-03-09 0.161001 0.249971 0.417729 0.821350 2.109832 9.541157 3095.411576
2025-03-16 0.161678 0.254473 0.433657 0.881627 2.421130 13.231202 NaN